-99.0%
VXX vs CNH
+23.8%
-122.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +3.7% |
| 7D | +1.6% | +1.8% | -0.3% | +3.3% |
| 30D | -9.5% | +32.6% | -42.1% | +17.6% |
| 3M | -27.3% | +29.4% | -56.7% | -6.6% |
| 6M | -43.3% | +26.0% | -69.3% | -26.9% |
| YTD | -30.9% | +52.2% | -83.1% | +8.4% |
| 1Y | -47.2% | +23.9% | -71.0% | -31.5% |
| 3Y | -78.5% | +10.1% | -88.6% | -70.3% |
| 5Y | -95.6% | +13.2% | -108.8% | -92.3% |
| All | -99.0% | +23.8% | -122.7% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling